| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 64135.6876 | 41096.2193 | 23039.4683 | 51153.3509 | 33853.4826 | 17299.8683 |
| Total P&L (%) | 64.1357 | 41.0962 | 23.0395 | 51.1534 | 33.8535 | 17.2999 |
| Avg Daily Profit (%) | 0.4617 | 0.2958 | 0.1659 | 0.2978 | 0.2101 | 0.1149 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64714 | -53530 | -28806 | -68387 | -57716 | -54877 |
| Profit Factor | 1.2557 | 1.278 | 1.2238 | 1.1555 | 1.1771 | 1.1255 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 57.8616 | 57.5 | 58.2278 | 57.8616 | 57.5 | 58.2278 |
| Ratio Avg Win / Avg Loss | 0.9145 | 0.9446 | 0.8779 | 0.8415 | 0.8701 | 0.8075 |
| Largest Winning Trade | 15403 | 15403 | 8381 | 24773 | 24773 | 10288 |
| Largest Losing Trade | -28038 | -28038 | -19267 | -36244 | -36244 | -35651 |
| Avg Bars in Trades | 81 | 82 | 79 | 81 | 82 | 79 |
| Avg Bars in Winners | 65 | 67 | 63 | 65 | 67 | 63 |
| Avg Bars in Losers | 102 | 103 | 102 | 102 | 103 | 102 |
| Bars Traded | 12902 | 6616 | 6286 | 12902 | 6616 | 6286 |
| Profit Streak | 133.5996 | 133.5996 | 134.6621 | 133.5996 | 133.5996 | 134.6621 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311201 | -14822 | -26407 | -42887 | -41831 | -159165 |
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736406000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759646305317,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 200,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
64135.6876485821,
41096.2193181052,
23039.468330477,
51153.3509381491,
33853.4826397901,
17299.8682983589
],
[
64.135688,
41.096219,
23.039468,
51.153351,
33.853483,
17.299868
],
[
0.461707,
0.295848,
0.165859,
0.297847,
0.210123,
0.114934
],
[
10,
10,
10,
10,
10,
10
],
[
-64714,
-53530,
-28806,
-68387,
-57716,
-54877
],
[
1.255736,
1.27801,
1.223759,
1.155522,
1.177131,
1.125549
],
[
159,
80,
79,
159,
80,
79
],
[
92,
46,
46,
92,
46,
46
],
[
67,
34,
33,
67,
34,
33
],
[
57.861635,
57.5,
58.227848,
57.861635,
57.5,
58.227848
],
[
0.914504,
0.944616,
0.877914,
0.841521,
0.870054,
0.807459
],
[
15403,
15403,
8381,
24773,
24773,
10288
],
[
-28038,
-28038,
-19267,
-36244,
-36244,
-35651
],
[
81,
82,
79,
81,
82,
79
],
[
65,
67,
63,
65,
67,
63
],
[
102,
103,
102,
102,
103,
102
],
[
12902,
6616,
6286,
12902,
6616,
6286
],
[
133.599598,
133.599598,
134.662098,
133.599599,
133.599599,
134.662099
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311201,
-14822,
-26407,
-42887,
-41831,
-159165
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 13335,
"evaluation_days": 138.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736406000000,
"last_datapoint_time": 1748227500000,
"evaluation_time": 1759646305317,
"expiration_time": 1751683932000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 200,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|